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基于非参数随机效应模型的大规模协同预测

Large-Scale Collaborative Prediction Using a Nonparametric Random Effects Model
课程网址: http://videolectures.net/icml09_yu_lscp/  
主讲教师: Kai Yu
开课单位: 美国NEC实验室
开课时间: 2009-08-26
课程语种: 英语
中文简介:
引入了非参数模型,允许多个相关的回归任务从公共数据空间获取输入。如果输出之间的依赖性不能通过已知的输入特定和任务特定预测变量完全解决,则传统的转移学习模型可能是不合适的。鉴于已知预测因子和适当的未观察到的随机效应,所提出的模型将这种输出响应视为条件独立。该模型是非参数的,即随机效应的维数不是先验地指定的,而是由数据确定的。提出了一种估计模型的方法,其使用EM算法,该算法对于非常大规模的协作预测问题是有效的。获得的预测精度与现有技术结果相竞争。
课程简介: A nonparametric model is introduced that allows multiple related regression tasks to take inputs from a common data space. Traditional transfer learning models can be inappropriate if the dependence among the outputs cannot be fully resolved by known input-specific and task-specific predictors. The proposed model treats such output responses as conditionally independent, given known predictors and appropriate unobserved random effects. The model is nonparametric in the sense that the dimensionality of random effects is not specified a priori but is instead determined from data. An approach to estimating the model is presented uses an EM algorithm that is efficient on a very large scale collaborative prediction problem. The obtained prediction accuracy is competitive with state-of-the-art results.
关 键 词: 回归任务; 公共数据; 非参数模型
课程来源: 视频讲座网
最后编审: 2019-04-25:cwx
阅读次数: 71